Last price paid | 0.81 | |
Change | +2.53% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.09.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -11.41% |
Year to date (YTD) | n.a. |
1 month | +19.70% |
3 months | +125.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.92 |
Underlying price on issue | 794.35 |
Premium | 0.05% |
Premium p.a. | 0.21% |
Leverage | 4.89 |
Implied volatility | 0.41 |
ISIN | CH1305134459 |
Symbol | ASMQEZ |
Security | 130513445 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 800.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 31.01.2024 |
Premium | 5.41% |
Premium p.a. | 20.80% |
Leverage | 8.71 |
Implied volatility | 40.73% |
Moneyness | in-the-money |
Leverage | 4.8904 |
Delta | -0.5617 |
Gamma | 0.0000 |
Theta | -0.0028 |
Rho | -0.0102 |
Vega | 0.0142 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 713.38 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |